Implied move earnings calendar

A weekly earnings calendar with the options-implied move built in: the percentage swing the market is pricing for each report, right next to the estimate and the market cap.

What it shows

• Every name reporting, grouped by day, for the week you are looking at (page forward or back).
• The implied move for each upcoming report: the expected percentage swing priced into its options, shown as a plus or minus figure.
• Context alongside it: the consensus EPS estimate, market cap, and company, so you can weigh the setup at a glance.
• Sortable and filterable by market cap and sector, so you can focus on the names that matter to you.

How the implied move is derived

The implied move comes from the price of the near-dated at-the-money options, essentially the cost of the straddle, which captures the implied volatility the market is charging into the event. A rich straddle means the market expects a big reaction; a cheap one means it expects calm. It is computed from the options chain and attached to each upcoming report.

How to use it

Compare the implied move to how the stock has actually moved on past reports (its history is on the stock page). If options are pricing a much bigger move than the name usually delivers, premium is expensive; much smaller, and a surprise could catch the market offside. Read the concept in full in what is implied move.

FAQ

What is the implied move for earnings?

The percentage swing the options market is pricing in for a stock by the next expiration, usually around its earnings report. See the full explainer.

How is it calculated?

From the price of the near-dated at-the-money options (the straddle), which reflects the implied volatility charged into the event.

Does it predict direction?

No. It is a size expectation, not a direction. The stock can move more or less than implied, either way.